+726.2%
STRL vs MAGS
+184.9%
+541.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -2.8% |
| 7D | +15.7% | +1.7% | +14.0% | +14.1% |
| 30D | -35.5% | -5.8% | -29.7% | -31.2% |
| 3M | -47.1% | +0.2% | -47.4% | -46.9% |
| 6M | -65.8% | -2.7% | -63.1% | -64.7% |
| YTD | -4.5% | +4.1% | -8.6% | -7.3% |
| 1Y | -10.5% | +7.5% | -18.0% | -15.2% |
| 3Y | +340.6% | +122.0% | +218.6% | +178.5% |
| All | +726.2% | +184.9% | +541.3% | +410.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MAGS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling